Read my response again -- I'm not really saying anything different from what you're saying, other than I don't believe the rifles were originally sighted with the bayonet fixed.
Initial manufacture of Moisin Nagants, and accessories, was done in France, before manufacture shifted to Russia about 1896-97 (depending on when the various arsenals stood up).
It is my understanding that the initial shipments of rifles from France included scabbards for the bayonets, something the Russians did away with once they took over production.
As others have noted, though, hanging the bayonet off the end of the rifle will generally change the point of impact, but it won't through the sights off dramatically.
The combat zero will still be valid.
"The gift which I am sending you is called a dog, and is in fact the most precious and valuable possession of mankind" -Theodorus Gaza
Baby Jesus cries when the fat redneck doesn't have military-grade firepower.